19-23.11.2012 - cykl wykładów prof. Diekera (Georgia Institute of Technology) pt. "Stochastic processes and algorithms" .

W dniach 19-23.11.2012 gościem Instytutu Matematycznego będzie Ton Dieker (Georgia Institute of Technology, USA). Wygłosi on cykl wykładów pod tytułem Stochastic processes and algorithms. Streszczenie: In these lectures, we discuss algorithms for sampling from high-dimensional objects. Our focus lies on Markov Chain Monte Carlo algorithms, for which one needs to analyze certain Markov chains. This requires tools for bounding mixing times for these Markov chains, and leads to excursions into topics such as isoperimetric inequalities. We also discuss an application to "ranking and selection", where the aim is to identify a \'best\' system based on noisy performance measurements. Rozkład godzin: 19.11.2012, 16.15-18.15, sala WS, IM 20.11.2012, 16.15-18.15, sala WS, IM 21.11.2012, 14.15-16.15, sala 602, IM 22.11.2012, 12.15-14.15, sala 602, IM 23.11.2012, 10.15-12.15, sala 602, IM Serdecznie zapraszamy